Trading Metrics calculated at close of trading on 30-Mar-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
Open |
1,789.75 |
1,787.00 |
-2.75 |
-0.2% |
1,810.75 |
High |
1,802.00 |
1,801.25 |
-0.75 |
0.0% |
1,822.25 |
Low |
1,770.25 |
1,775.25 |
5.00 |
0.3% |
1,770.25 |
Close |
1,788.00 |
1,790.75 |
2.75 |
0.2% |
1,790.75 |
Range |
31.75 |
26.00 |
-5.75 |
-18.1% |
52.00 |
ATR |
27.09 |
27.01 |
-0.08 |
-0.3% |
0.00 |
Volume |
382,745 |
337,710 |
-45,035 |
-11.8% |
1,423,808 |
|
Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,867.00 |
1,855.00 |
1,805.00 |
|
R3 |
1,841.00 |
1,829.00 |
1,798.00 |
|
R2 |
1,815.00 |
1,815.00 |
1,795.50 |
|
R1 |
1,803.00 |
1,803.00 |
1,793.25 |
1,809.00 |
PP |
1,789.00 |
1,789.00 |
1,789.00 |
1,792.00 |
S1 |
1,777.00 |
1,777.00 |
1,788.25 |
1,783.00 |
S2 |
1,763.00 |
1,763.00 |
1,786.00 |
|
S3 |
1,737.00 |
1,751.00 |
1,783.50 |
|
S4 |
1,711.00 |
1,725.00 |
1,776.50 |
|
|
Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.50 |
1,922.50 |
1,819.25 |
|
R3 |
1,898.50 |
1,870.50 |
1,805.00 |
|
R2 |
1,846.50 |
1,846.50 |
1,800.25 |
|
R1 |
1,818.50 |
1,818.50 |
1,795.50 |
1,806.50 |
PP |
1,794.50 |
1,794.50 |
1,794.50 |
1,788.50 |
S1 |
1,766.50 |
1,766.50 |
1,786.00 |
1,754.50 |
S2 |
1,742.50 |
1,742.50 |
1,781.25 |
|
S3 |
1,690.50 |
1,714.50 |
1,776.50 |
|
S4 |
1,638.50 |
1,662.50 |
1,762.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,822.25 |
1,770.25 |
52.00 |
2.9% |
24.75 |
1.4% |
39% |
False |
False |
284,761 |
10 |
1,831.00 |
1,757.50 |
73.50 |
4.1% |
24.50 |
1.4% |
45% |
False |
False |
287,629 |
20 |
1,831.00 |
1,707.00 |
124.00 |
6.9% |
27.25 |
1.5% |
68% |
False |
False |
262,503 |
40 |
1,879.25 |
1,707.00 |
172.25 |
9.6% |
27.25 |
1.5% |
49% |
False |
False |
131,515 |
60 |
1,888.50 |
1,707.00 |
181.50 |
10.1% |
26.50 |
1.5% |
46% |
False |
False |
87,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,911.75 |
2.618 |
1,869.25 |
1.618 |
1,843.25 |
1.000 |
1,827.25 |
0.618 |
1,817.25 |
HIGH |
1,801.25 |
0.618 |
1,791.25 |
0.500 |
1,788.25 |
0.382 |
1,785.25 |
LOW |
1,775.25 |
0.618 |
1,759.25 |
1.000 |
1,749.25 |
1.618 |
1,733.25 |
2.618 |
1,707.25 |
4.250 |
1,664.75 |
|
|
Fisher Pivots for day following 30-Mar-2007 |
Pivot |
1 day |
3 day |
R1 |
1,790.00 |
1,790.50 |
PP |
1,789.00 |
1,790.50 |
S1 |
1,788.25 |
1,790.25 |
|